OTC Weather derivatives
Focus – Swiss Derivatives Review 2013
Innovative agricultural finance and risk management: Strengthening food production and trade in the transition region
Food and Agriculture Organization of the United Nations 2012
Which Method for Pricing Weather Derivatives?
Hélène Hamisultane Jul 2008
The Price of Power: The valuation of power and weather derivatives
Craig Pirrong, University of Houston Dec 2005
Hot or Cold? A comparison of different approaches to to the pricing of weather derivatives
Teddy Oetomo & Max Stevenson
A Calculus of Risk
Scientific American, Gary Stix May 1998
Weather Derivatives – Pricing and Hedging
Izzy Nelken, Super Computer Consulting Inc Jan 2000
Pricing Weather Derivatives
DerivativesStrategy.com Mar 2000
Weather derivatives: Instruments and Pricing Issues
Financial Engineering Associates Mar 2000
Equilibrium Valuation of Weather Derivatives
Jason Wei, Faculty of Management – University of Toronto Oct 1999
Valuation of weather derivatives
Weather Risk Advisory Jun 2001
Pricing weather derivatives by marginal value
Quantitative Finance Dec 2000
On Modelling and Pricing Weather Derivatives
Peter Alaton
Benchmark Pricing of Weather Derivatives
Jason West Dec 2002
Pricing the Weather
RISK May 2000
The Price of Power: The Valuation of Power and Weather Derivatives
University of Houston – Department of Finance Jun 2000
Model Risk in the Pricing of Weather Derivatives
Olivier Roustant, Jean-Paul Laurent, Xavier Bay and Laurent Carraro Sep 2003
Fair Pricing of Weather Derivatives
Eckhard Platen and Jason West Jul 2004
A Preliminary Assessment of the Utility of Seasonal Forecasts for the Pricing of U.S. Temperature Based Weather Derivatives
Risk Management Solutions 2004
Weather Derivative Pricing and the Potential Accuracy of Daily Temperature Modelling
Risk Management Solutions 2004
Weather Derivative Pricing and the Year Ahead Forecasting of Temperature Part 2: Theory
Risk Management Solutions 2004
Weather Derivative Pricing and the Year Ahead Forecasting of Temperature Part 1: Empirical Results
Risk Management Solutions 2004
Weather Derivative Pricing and the Distributions of Standard Weather Indices on US Temperatures
Risk Management Solutions Apr 2004
Weather Derivative Pricing and the Spatial Variability of US Temperature Trends
Risk Management Solutions Apr 2004
A Spatial Approach to Addressing Weather Derivative Basis Risk: A Drought Insurance Example
Nick D. Paulson and Chad E. Hart Jul 2006
Pricing Summer Days Options by Good – Deal Bounds
Takashi Kanamura and Kazuhiko Ohashi Nov 2007
Modeling and Pricing Rain Risk
Oliver Mußhoff, Martin Odening and Wei Xu Jul 2006
Spatial Aggregation and Weather Risk Management
Journal of Agricultural and Resource Economics Apr 2008
Optimal Design of Weather Bonds
Wei Xu, Martin Odening and Oliver Mußhoff Jul 2008
Pricing of Asian temperature risk
Fred Benth, Wolfgang Karl Härdle & Brenda López Cabrera 2009
The pricing of temperature futures at the Chicago Mercantile Exchange
Journal of Banking & Finance
Statistical Analysis of Asian Weather Derivatives
Center for Applied Statistics and Economics Sep 2009
A stochastic daily mean temperature model for weather derivatives
National Weather Center Research Experiences for Undergraduates Program
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